The assembled polyelectrolyte nanotubes composed of poly(styrenesulfonate) and poly(allylamine hydrochloride) multilayers by using the layer-by-layer assembly combined with the porous template method can be transformed into capsules by a high-temperature treatment. Scanning electron microscopy and confocal laser scanning microscopy images revealed the whole transition process. The structure transformation of polyelectrolyte multilayers after annealing can be initiated by the input of thermal energy which leads to a breakage of ion pairs between oppositely charged polyelectrolyte groups. The transition process from tubes to capsules is. supposed to be driven by the Raleigh instability and leads to the generated polyelectrolyte capsules with different sizes.